+9.2%
Z vs SBAC
+76.3%
-67.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.2% | -9.4% | -10.1% |
| 7D | -2.3% | +4.4% | -6.7% | -4.0% |
| 30D | +9.4% | +13.8% | -4.4% | +3.0% |
| 3M | -16.1% | +9.0% | -25.1% | -19.4% |
| 6M | -30.4% | -10.0% | -20.4% | -27.5% |
| YTD | -55.6% | +1.8% | -57.4% | -57.2% |
| 1Y | -58.5% | +1.1% | -59.7% | -60.0% |
| 3Y | -19.6% | -9.5% | -10.1% | -19.3% |
| 5Y | -54.1% | -39.0% | -15.1% | -44.8% |
| 10Y | -12.1% | +101.1% | -113.2% | -36.3% |
| All | +9.2% | +76.3% | -67.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling